+639.5%
CEG vs CB
+84.8%
+554.6%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.9% | +6.8% | +5.0% |
| 7D | +8.0% | +0.5% | +7.5% | +8.0% |
| 30D | +12.9% | -3.1% | +16.0% | +13.2% |
| 3M | +13.2% | +9.0% | +4.2% | +11.6% |
| 6M | -7.0% | +2.9% | -9.8% | -7.6% |
| YTD | -15.0% | +10.1% | -25.1% | -16.6% |
| 1Y | -2.7% | +22.8% | -25.5% | -6.8% |
| 3Y | +184.1% | +73.8% | +110.3% | +131.5% |
| All | +639.5% | +84.8% | +554.6% | +478.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling